Robust Control and Model Uncertainty
介绍稳健控制方法,讨论模型误设下的资源分配问题,并比较两种偏好排序的递归性质,适合对不确定性建模感兴趣的学者。
The following sections are included:IntroductionA Benchmark Resource Allocation ProblemModel MisspecificationTwo Robust Control ProblemsRecursivity of the Multiplier FormulationTwo Preference OrderingsRecursivity of the Preference OrderingsConcluding Remarks